+36.0%
TSM vs NBIX
+16.6%
+19.4%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NBIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.7% | -3.0% | -2.4% |
| 7D | -10.0% | +14.1% | -24.1% | -12.3% |
| 30D | -18.5% | +15.1% | -33.7% | -20.8% |
| 3M | -4.9% | 0.0% | -4.9% | -4.8% |
| 6M | -1.0% | +23.9% | -24.8% | -7.0% |
| YTD | +31.3% | +17.1% | +14.2% | +24.2% |
| 1Y | +36.0% | +16.0% | +20.0% | +29.5% |
| All | +36.0% | +16.6% | +19.4% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NBIX.
Daily Out/Under-Performance
Portfolio return minus NBIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NBIX return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded NBIX wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling